scientific article; zbMATH DE number 4199387

zbMATH Open0726.62145MaRDI QIDQ3350574FDOQ3350574

Authors:

Publication date: 1989

Title of this publication is not available (Why is that?)

Recommendations

• Testing normality in autoregressive models
• Testing the functions defining a nonlinear autoregressive time series
• Testing nonstationary and absolutely regular nonlinear time series models
• Publication:4935654
• Specification testing in nonlinear and nonstationary time series autoregression
• Testing for parameter constancy in non-Gaussian time series

zbMATH Keywords

kurtosisskewnessmodel checkingautoregressive processesautoregressive time seriesestimation residualsGaussian time seriesTests for departures from normalitytests for nonnormality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (11)

• Testing for parameter constancy in non-Gaussian time series
• Behaviour of skewness, kurtosis and normality tests in long memory data
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Studentized autoregressive time series residuals
• Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
• A divergence test for autoregressive time series models
• Testing Normality for Linear AR(p) Models
• Testing normality in autoregressive models
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• A new test for normality in linear autoregressive models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3350574)